Risk Management Intern - Commodities (6-Month Term)

Risk Management Intern - Commodities (6-Month Term)

Location: Singapore, Central

Department: Risk

Duration: 6 Months

Hours: Full-Time (40 hours a week)

About the Role

We are looking for a detailed-oriented and proactive Risk Management Intern to join our Risk team to support our Commodity Trading Risk Management (CTRM), and Enterprise Risk Reporting. As a core member of the team, you will assist with daily exposure monitoring, system reporting, trade breach analysis, customer onboarding, and risk culture initiatives.

Key Responsibilities

1. Market Risk and CTRM

• Assist with daily monitoring of trading exposure and trade booking accuracy.
• Analyze trade breaches to identify and distinguish between true and false positives.
• Support the development and enhancement of risk dashboards using system data, focusing on portfolio exposure, Value at Risk (VaR) and Profit and Loss (P&L) reporting.
• Support digital transformation projects related to CTRM system reporting and automation initiatives to streamline daily monitoring activities.

2. Know Your Customer (KYC)

• Assist with customer onboarding processes using our dedicated KYC platform.
• Maintain logs to track the status of KYC requests and provide regular progress updates to stakeholders.

3. Credit Risk

· Assist in the spreading of financial figures in the process of credit review creation

· Assist in the ad-hoc projects to improve credit risk initiatives where needed

4. Enterprise Risk & Reporting

• Facilitate risk awareness training sessions and workshops for employees.
• Support the coordination and execution of the company’s broader Risk Culture Program.

Qualifications & Skills

• Education: Currently pursuing or recently completed a degree in Mathematics, Statistics, Finance, Economics, Business, Engineering or a quantitative field.
• Domain Interest: Strong interest in commodity markets, risk frameworks, and trading risk management.
• Interest in commodity markets, with a basic understanding of derivatives and risk concepts (e.g., VaR, credit exposures, limit breaches).
• Proficiency in Excel and data manipulation and/or visualization/dashboarding tools (e.g., Python, VBA, Power BI, Tableau).
• Strong analytical and quantitative skills, with the ability to work with unstructured datasets.
• Key Attributes: High attention to detail, strong analytical ability, and good communication skills for cross-team updates and workshop coordination.
• Availability: Able to commit minimum of 5 months to a full-time placement, starting Aug 2026.

What We Offer

• Cross-Functional Risk Exposure: Direct, practical experience spanning quantitative risk (Market) and governance (Enterprise/KYC).
• Mentorship: Hands-on training and regular feedback from experienced risk professionals.